Stochastic Differential Equations: An Introduction with Applications, Edition 5
Bernt Oksendal
mrt 2013 · Springer Science & Business Media
E-boek
324
Pagina's
reportBeoordelingen en reviews worden niet geverifieerd. Meer informatie
Over dit e-boek
The main new feature of the fifth edition is the addition of a new chapter, Chapter 12, on applications to mathematical finance. I found it natural to include this material as another major application of stochastic analysis, in view of the amazing development in this field during the last 10-20 years. Moreover, the close contact between the theoretical achievements and the applications in this area is striking. For example, today very few firms (if any) trade with options without consulting the Black & Scholes formula! The first 11 chapters of the book are not much changed from the previous edition, but I have continued my efforts to improve the presentation through out and correct errors and misprints. Some new exercises have been added. Moreover, to facilitate the use of the book each chapter has been divided into subsections. If one doesn't want (or doesn't have time) to cover all the chapters, then one can compose a course by choosing subsections from the chapters. The chart below indicates what material depends on which sections. Chapter 6 Chapter IO Chapter 12 For example, to cover the first two sections of the new chapter 12 it is recom mended that one (at least) covers Chapters 1-5, Chapter 7 and Section 8.6. VIII Chapter 10, and hence Section 9.1, are necessary additional background for Section 12.3, in particular for the subsection on American options.
Dit e-boek beoordelen
Geef ons je mening.
Informatie over lezen
Smartphones en tablets
Installeer de Google Play Boeken-app voor Android en iPad/iPhone. De app wordt automatisch gesynchroniseerd met je account en met de app kun je online of offline lezen, waar je ook bent.
Laptops en computers
Via de webbrowser van je computer kun je luisteren naar audioboeken die je hebt gekocht op Google Play.
eReaders en andere apparaten
Als je wilt lezen op e-ink-apparaten zoals e-readers van Kobo, moet je een bestand downloaden en overzetten naar je apparaat. Volg de gedetailleerde instructies in het Helpcentrum om de bestanden over te zetten op ondersteunde e-readers.
